+718.3%
TEL vs CHRW
+286.6%
+431.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +5.6% | +4.7% | +0.8% | +3.4% |
| 30D | +0.9% | -2.6% | +3.5% | +1.7% |
| 3M | +2.1% | -8.0% | +10.1% | +4.7% |
| 6M | +2.7% | -19.0% | +21.7% | +9.4% |
| YTD | -3.2% | -15.5% | +12.2% | -1.2% |
| 1Y | -10.6% | -10.8% | +0.2% | -11.0% |
| 3Y | +79.8% | +79.8% | 0.0% | +18.9% |
| 5Y | +43.3% | +59.3% | -16.0% | -2.7% |
| 10Y | +287.5% | +129.6% | +157.9% | +102.4% |
| All | +718.3% | +286.6% | +431.7% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling